+12.5%
PCAR vs RIO
+25.7%
-13.2%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.9% | +2.3% |
| 7D | +2.2% | +0.5% | +1.7% | +2.0% |
| 30D | +0.3% | -9.9% | +10.2% | +3.5% |
| 3M | -17.9% | -14.0% | -3.9% | -14.3% |
| 6M | -3.4% | -19.5% | +16.1% | +2.9% |
| YTD | -0.1% | +11.5% | -11.6% | -6.4% |
| All | +12.5% | +25.7% | -13.2% | -2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded RIO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling